+74.6%
SAP vs CI
+53.6%
+21.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -1.9% |
| 7D | +1.5% | +2.6% | -1.1% | +1.1% |
| 30D | +8.8% | +7.3% | +1.5% | +7.8% |
| 3M | +12.1% | +9.5% | +2.6% | +10.8% |
| 6M | +34.6% | +6.4% | +28.1% | +33.2% |
| YTD | -2.1% | +12.0% | -14.1% | -4.0% |
| 1Y | -5.5% | +20.1% | -25.6% | -8.3% |
| 3Y | +67.4% | +9.6% | +57.9% | +62.6% |
| 5Y | +74.6% | +52.7% | +21.9% | +41.6% |
| All | +74.6% | +53.6% | +21.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling